Object falls though other objects even when given the same physics
I've been having the same problem with objects falling through a cube surface even with a box collider. This post - Why is this passive rigid body allowing objects to pass through it? - has a really helpful comment from @satishgoda. If you go into the Scene tab in the Properties window, and increase the Steps per Second (I needed 300 steps) that should help prevent some of your smaller objects from falling through.